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Barrier Reverse Convertible
Symbol:
ROEABV
ISIN:
CH1300247512
Issuer:
Bank Vontobel
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.05.24
11:04:00 |
|
103.20 %
|
103.50 %
|
CHF |
| Volume |
500,000
|
500,000
|
nominal | |
Performance
| Closing prev. day | 102.40 | ||||
| Diff. absolute / % | 0.80 | +0.78% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Barrier Reverse Convertible |
| ISIN | CH1300247512 |
| Valor | 130024751 |
| Symbol | ROEABV |
| Barrier | 2.28 CHF |
| Cap | 3.50 CHF |
| Quotation in percent | Yes |
| Coupon p.a. | 7.25% |
| Coupon Premium | 5.59% |
| Coupon Yield | 1.66% |
| Type | Barrier Reverse Convertibles |
| SVSP Code | 1230 |
| Barrier reached | No |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 30/10/2023 |
| Date of maturity | 23/12/2024 |
| Last trading day | 16/12/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Bank Vontobel |
Key data
| Ask Price (basis for calculation) | 103.5000 |
| Maximum yield | 1.00% |
| Maximum yield p.a. | 1.58% |
| Sideways yield | 1.00% |
| Sideways yield p.a. | 1.58% |
| Distance to Cap | 1.168 |
| Distance to Cap in % | 25.02% |
| Is Cap Level reached | No |
| Distance to Barrier | 2.393 |
| Distance to Barrier in % | 51.26% |
| Is Barrier reached | No |
market maker quality Date: 06/05/2024
| Average Spread | 0.49% |
| Last Best Bid Price | 102.40 % |
| Last Best Ask Price | 102.90 % |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 500,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 500,000 |
| Average Buy Value | 511,990 CHF |
| Average Sell Value | 514,490 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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